+177.4%
GD vs BTG
+148.3%
+29.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.2% | -2.9% | +2.0% |
| 7D | -3.0% | +19.1% | -22.1% | -3.8% |
| 30D | +9.3% | +8.2% | +1.1% | +8.9% |
| 3M | -7.2% | +13.3% | -20.5% | -7.8% |
| 6M | +5.5% | +8.1% | -2.6% | +4.7% |
| YTD | +9.5% | +27.5% | -18.0% | +7.5% |
| 1Y | +6.4% | +47.1% | -40.7% | +3.9% |
| 3Y | +59.8% | +105.8% | -45.9% | +52.6% |
| 5Y | +98.0% | +55.8% | +42.2% | +89.6% |
| 10Y | +177.4% | +161.8% | +15.6% | +163.1% |
| All | +177.4% | +148.3% | +29.1% | +163.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BTG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling